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Description of Statistical Computation

Author's title

Author*The author of this computation has been verified*
R Software Modulerwasp_autocorrelation.wasp
Title produced by software(Partial) Autocorrelation Function
Date of computationWed, 30 Dec 2009 15:53:43 -0700
Cite this page as followsStatistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2009/Dec/30/t126221378067s97w05urymoio.htm/, Retrieved Mon, 29 Apr 2024 01:43:03 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=71393, Retrieved Mon, 29 Apr 2024 01:43:03 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact118

Tree of Dependent Computations

Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-     [Univariate Explorative Data Analysis] [Run Sequence gebo...] [2008-12-12 13:32:37] [76963dc1903f0f612b6153510a3818cf]
- R  D  [Univariate Explorative Data Analysis] [Run Sequence gebo...] [2008-12-17 12:14:40] [76963dc1903f0f612b6153510a3818cf]
-         [Univariate Explorative Data Analysis] [Run Sequence Plot...] [2008-12-22 18:19:51] [1ce0d16c8f4225c977b42c8fa93bc163]
- RMP       [(Partial) Autocorrelation Function] [Identifying Integ...] [2009-11-22 12:16:10] [b98453cac15ba1066b407e146608df68]
- R PD        [(Partial) Autocorrelation Function] [WS08 - PACF d = 0...] [2009-11-25 20:36:50] [df6326eec97a6ca984a853b142930499]
-    D            [(Partial) Autocorrelation Function] [CaseStatistiek - ...] [2009-12-30 22:53:43] [0cc924834281808eda7297686c82928f] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
15
14,4
13,5
12,8
12,3
12,2
14,5
17,2
18
18,1
18
18,3
18,7
18,6
18,3
17,9
17,4
17,4
20,1
23,2
24,2
24,2
23,9
23,8
23,8
23,3
22,4
21,5
20,5
19,9
22
24,9
25,7
25,3
24,4
23,8
23,5
23
22,2
21,4
20,3
19,5
21,7
24,7
25,3
24,9
24,1
23,4
23,1
22,4
21,3
20,3
19,3
18,7
21
24
24,8
24,2
23,3
22,7
22,3
21,8
21,2
20,5
19,7
19,2
21,2
23,9
24,8
24,2
23
22,2
21,8
21,2
20,5
19,7
19
18,4
20,7
24,5
26
25,2
24,1
23,7
23,5
23,1
22,7
22,5
21,7
20,5
21,9
22,9
21,5
19
17
16,1
15,9
15,7
15,1
14,8
14,3
14,5
18,9
21,6
20,4
17,9
15,7
14,5
14
13,9
14,4
15,8
15,6
14,7
16,7
17,9
18,7
20,1
19,5
19,4
18,6
17,8
17,1
16,5
15,5
14,9
18,6
19,1
18,8
18,2
18
19
20,7
21,2
20,7
19,6
18,6
18,7
23,8
24,9
24,8
23,8
22,3
21,7
20,7
19,7
18,4
17,4
17
18
23,8
25,5
25,6
23,7
22
21,3
20,7
20,4
20,3
20,4
19,8
19,5
23,1
23,5
23,5
22,9
21,9
21,5
20,5
20,2
19,4
19,2
18,8
18,8
22,6
23,3
23
21,4
19,9
18,8
18,6
18,4
18,6
19,9
19,2
18,4
21,1
20,5
19,1
18,1
17
17,1
17,4
16,8
15,3
14,3
13,4
15,3
22,1
23,7
22,2
19,5
16,6
17,3
19,8
21,2
21,5
20,6
19,1
19,6
23,5
24
23,2
21,2

Tables (Output of Computation)





Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time1 seconds
R Server'Gwilym Jenkins' @ 72.249.127.135

\begin{tabular}{lllllllll}
\hline
Summary of computational transaction \tabularnewline
Raw Input & view raw input (R code)  \tabularnewline
Raw Output & view raw output of R engine  \tabularnewline
Computing time & 1 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=71393&T=0

[TABLE]
[ROW][C]Summary of computational transaction[/C][/ROW]
[ROW][C]Raw Input[/C][C]view raw input (R code) [/C][/ROW]
[ROW][C]Raw Output[/C][C]view raw output of R engine [/C][/ROW]
[ROW][C]Computing time[/C][C]1 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'Gwilym Jenkins' @ 72.249.127.135[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=71393&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=71393&T=0

As an alternative you can also use a QR Code:  
QR Code


The GUIDs for individual cells are displayed in the table below:

Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time1 seconds
R Server'Gwilym Jenkins' @ 72.249.127.135






Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.88201912.90280
20.6632569.70260
30.4696486.87040
40.3536225.1730
50.3109284.54855e-06
60.2867934.19542e-05
70.2542543.71940.000128
80.2288363.34760.000481
90.2498633.65520.000162
100.3284464.80481e-06
110.4408686.44930
120.492027.19760
130.385465.63880
140.2203453.22340.000732
150.0784161.14710.126304
16-0.012922-0.1890.425122
17-0.054968-0.80410.211112
18-0.079796-1.16730.122192
19-0.09277-1.35710.088089
20-0.083079-1.21530.112787
21-0.031536-0.46130.322513
220.0578910.84690.199004
230.1576392.30610.011032
240.1863752.72640.003467
250.0740021.08260.140111
26-0.077471-1.13330.129178
27-0.193818-2.83530.002509
28-0.25132-3.67650.00015
29-0.258918-3.78779.9e-05
30-0.251123-3.67360.000151
31-0.236307-3.45690.00033
32-0.207768-3.03940.001333
33-0.147202-2.15340.016203
34-0.056242-0.82270.205785
350.0392120.57360.283413
360.064560.94440.173009
37-0.038088-0.55720.288995
38-0.173996-2.54530.005811
39-0.275124-4.02474e-05
40-0.321746-4.70672e-06
41-0.32682-4.7812e-06
42-0.32225-4.71412e-06
43-0.311629-4.55874e-06
44-0.281061-4.11162.8e-05
45-0.207643-3.03760.001341
46-0.094523-1.38270.084092
470.0246920.36120.359148
480.066760.97660.164932
49-0.022574-0.33020.370773
50-0.149294-2.1840.015025
51-0.242446-3.54670.00024
52-0.278615-4.07583.2e-05
53-0.272444-3.98554.6e-05
54-0.259274-3.79289.7e-05
55-0.248943-3.64170.00017
56-0.227532-3.32850.000514
57-0.171823-2.51350.006344
58-0.082203-1.20250.115244
590.012340.18050.428457
600.0352550.51570.303288

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.882019 & 12.9028 & 0 \tabularnewline
2 & 0.663256 & 9.7026 & 0 \tabularnewline
3 & 0.469648 & 6.8704 & 0 \tabularnewline
4 & 0.353622 & 5.173 & 0 \tabularnewline
5 & 0.310928 & 4.5485 & 5e-06 \tabularnewline
6 & 0.286793 & 4.1954 & 2e-05 \tabularnewline
7 & 0.254254 & 3.7194 & 0.000128 \tabularnewline
8 & 0.228836 & 3.3476 & 0.000481 \tabularnewline
9 & 0.249863 & 3.6552 & 0.000162 \tabularnewline
10 & 0.328446 & 4.8048 & 1e-06 \tabularnewline
11 & 0.440868 & 6.4493 & 0 \tabularnewline
12 & 0.49202 & 7.1976 & 0 \tabularnewline
13 & 0.38546 & 5.6388 & 0 \tabularnewline
14 & 0.220345 & 3.2234 & 0.000732 \tabularnewline
15 & 0.078416 & 1.1471 & 0.126304 \tabularnewline
16 & -0.012922 & -0.189 & 0.425122 \tabularnewline
17 & -0.054968 & -0.8041 & 0.211112 \tabularnewline
18 & -0.079796 & -1.1673 & 0.122192 \tabularnewline
19 & -0.09277 & -1.3571 & 0.088089 \tabularnewline
20 & -0.083079 & -1.2153 & 0.112787 \tabularnewline
21 & -0.031536 & -0.4613 & 0.322513 \tabularnewline
22 & 0.057891 & 0.8469 & 0.199004 \tabularnewline
23 & 0.157639 & 2.3061 & 0.011032 \tabularnewline
24 & 0.186375 & 2.7264 & 0.003467 \tabularnewline
25 & 0.074002 & 1.0826 & 0.140111 \tabularnewline
26 & -0.077471 & -1.1333 & 0.129178 \tabularnewline
27 & -0.193818 & -2.8353 & 0.002509 \tabularnewline
28 & -0.25132 & -3.6765 & 0.00015 \tabularnewline
29 & -0.258918 & -3.7877 & 9.9e-05 \tabularnewline
30 & -0.251123 & -3.6736 & 0.000151 \tabularnewline
31 & -0.236307 & -3.4569 & 0.00033 \tabularnewline
32 & -0.207768 & -3.0394 & 0.001333 \tabularnewline
33 & -0.147202 & -2.1534 & 0.016203 \tabularnewline
34 & -0.056242 & -0.8227 & 0.205785 \tabularnewline
35 & 0.039212 & 0.5736 & 0.283413 \tabularnewline
36 & 0.06456 & 0.9444 & 0.173009 \tabularnewline
37 & -0.038088 & -0.5572 & 0.288995 \tabularnewline
38 & -0.173996 & -2.5453 & 0.005811 \tabularnewline
39 & -0.275124 & -4.0247 & 4e-05 \tabularnewline
40 & -0.321746 & -4.7067 & 2e-06 \tabularnewline
41 & -0.32682 & -4.781 & 2e-06 \tabularnewline
42 & -0.32225 & -4.7141 & 2e-06 \tabularnewline
43 & -0.311629 & -4.5587 & 4e-06 \tabularnewline
44 & -0.281061 & -4.1116 & 2.8e-05 \tabularnewline
45 & -0.207643 & -3.0376 & 0.001341 \tabularnewline
46 & -0.094523 & -1.3827 & 0.084092 \tabularnewline
47 & 0.024692 & 0.3612 & 0.359148 \tabularnewline
48 & 0.06676 & 0.9766 & 0.164932 \tabularnewline
49 & -0.022574 & -0.3302 & 0.370773 \tabularnewline
50 & -0.149294 & -2.184 & 0.015025 \tabularnewline
51 & -0.242446 & -3.5467 & 0.00024 \tabularnewline
52 & -0.278615 & -4.0758 & 3.2e-05 \tabularnewline
53 & -0.272444 & -3.9855 & 4.6e-05 \tabularnewline
54 & -0.259274 & -3.7928 & 9.7e-05 \tabularnewline
55 & -0.248943 & -3.6417 & 0.00017 \tabularnewline
56 & -0.227532 & -3.3285 & 0.000514 \tabularnewline
57 & -0.171823 & -2.5135 & 0.006344 \tabularnewline
58 & -0.082203 & -1.2025 & 0.115244 \tabularnewline
59 & 0.01234 & 0.1805 & 0.428457 \tabularnewline
60 & 0.035255 & 0.5157 & 0.303288 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=71393&T=1

[TABLE]
[ROW][C]Autocorrelation Function[/C][/ROW]
[ROW][C]Time lag k[/C][C]ACF(k)[/C][C]T-STAT[/C][C]P-value[/C][/ROW]
[ROW][C]1[/C][C]0.882019[/C][C]12.9028[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.663256[/C][C]9.7026[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.469648[/C][C]6.8704[/C][C]0[/C][/ROW]
[ROW][C]4[/C][C]0.353622[/C][C]5.173[/C][C]0[/C][/ROW]
[ROW][C]5[/C][C]0.310928[/C][C]4.5485[/C][C]5e-06[/C][/ROW]
[ROW][C]6[/C][C]0.286793[/C][C]4.1954[/C][C]2e-05[/C][/ROW]
[ROW][C]7[/C][C]0.254254[/C][C]3.7194[/C][C]0.000128[/C][/ROW]
[ROW][C]8[/C][C]0.228836[/C][C]3.3476[/C][C]0.000481[/C][/ROW]
[ROW][C]9[/C][C]0.249863[/C][C]3.6552[/C][C]0.000162[/C][/ROW]
[ROW][C]10[/C][C]0.328446[/C][C]4.8048[/C][C]1e-06[/C][/ROW]
[ROW][C]11[/C][C]0.440868[/C][C]6.4493[/C][C]0[/C][/ROW]
[ROW][C]12[/C][C]0.49202[/C][C]7.1976[/C][C]0[/C][/ROW]
[ROW][C]13[/C][C]0.38546[/C][C]5.6388[/C][C]0[/C][/ROW]
[ROW][C]14[/C][C]0.220345[/C][C]3.2234[/C][C]0.000732[/C][/ROW]
[ROW][C]15[/C][C]0.078416[/C][C]1.1471[/C][C]0.126304[/C][/ROW]
[ROW][C]16[/C][C]-0.012922[/C][C]-0.189[/C][C]0.425122[/C][/ROW]
[ROW][C]17[/C][C]-0.054968[/C][C]-0.8041[/C][C]0.211112[/C][/ROW]
[ROW][C]18[/C][C]-0.079796[/C][C]-1.1673[/C][C]0.122192[/C][/ROW]
[ROW][C]19[/C][C]-0.09277[/C][C]-1.3571[/C][C]0.088089[/C][/ROW]
[ROW][C]20[/C][C]-0.083079[/C][C]-1.2153[/C][C]0.112787[/C][/ROW]
[ROW][C]21[/C][C]-0.031536[/C][C]-0.4613[/C][C]0.322513[/C][/ROW]
[ROW][C]22[/C][C]0.057891[/C][C]0.8469[/C][C]0.199004[/C][/ROW]
[ROW][C]23[/C][C]0.157639[/C][C]2.3061[/C][C]0.011032[/C][/ROW]
[ROW][C]24[/C][C]0.186375[/C][C]2.7264[/C][C]0.003467[/C][/ROW]
[ROW][C]25[/C][C]0.074002[/C][C]1.0826[/C][C]0.140111[/C][/ROW]
[ROW][C]26[/C][C]-0.077471[/C][C]-1.1333[/C][C]0.129178[/C][/ROW]
[ROW][C]27[/C][C]-0.193818[/C][C]-2.8353[/C][C]0.002509[/C][/ROW]
[ROW][C]28[/C][C]-0.25132[/C][C]-3.6765[/C][C]0.00015[/C][/ROW]
[ROW][C]29[/C][C]-0.258918[/C][C]-3.7877[/C][C]9.9e-05[/C][/ROW]
[ROW][C]30[/C][C]-0.251123[/C][C]-3.6736[/C][C]0.000151[/C][/ROW]
[ROW][C]31[/C][C]-0.236307[/C][C]-3.4569[/C][C]0.00033[/C][/ROW]
[ROW][C]32[/C][C]-0.207768[/C][C]-3.0394[/C][C]0.001333[/C][/ROW]
[ROW][C]33[/C][C]-0.147202[/C][C]-2.1534[/C][C]0.016203[/C][/ROW]
[ROW][C]34[/C][C]-0.056242[/C][C]-0.8227[/C][C]0.205785[/C][/ROW]
[ROW][C]35[/C][C]0.039212[/C][C]0.5736[/C][C]0.283413[/C][/ROW]
[ROW][C]36[/C][C]0.06456[/C][C]0.9444[/C][C]0.173009[/C][/ROW]
[ROW][C]37[/C][C]-0.038088[/C][C]-0.5572[/C][C]0.288995[/C][/ROW]
[ROW][C]38[/C][C]-0.173996[/C][C]-2.5453[/C][C]0.005811[/C][/ROW]
[ROW][C]39[/C][C]-0.275124[/C][C]-4.0247[/C][C]4e-05[/C][/ROW]
[ROW][C]40[/C][C]-0.321746[/C][C]-4.7067[/C][C]2e-06[/C][/ROW]
[ROW][C]41[/C][C]-0.32682[/C][C]-4.781[/C][C]2e-06[/C][/ROW]
[ROW][C]42[/C][C]-0.32225[/C][C]-4.7141[/C][C]2e-06[/C][/ROW]
[ROW][C]43[/C][C]-0.311629[/C][C]-4.5587[/C][C]4e-06[/C][/ROW]
[ROW][C]44[/C][C]-0.281061[/C][C]-4.1116[/C][C]2.8e-05[/C][/ROW]
[ROW][C]45[/C][C]-0.207643[/C][C]-3.0376[/C][C]0.001341[/C][/ROW]
[ROW][C]46[/C][C]-0.094523[/C][C]-1.3827[/C][C]0.084092[/C][/ROW]
[ROW][C]47[/C][C]0.024692[/C][C]0.3612[/C][C]0.359148[/C][/ROW]
[ROW][C]48[/C][C]0.06676[/C][C]0.9766[/C][C]0.164932[/C][/ROW]
[ROW][C]49[/C][C]-0.022574[/C][C]-0.3302[/C][C]0.370773[/C][/ROW]
[ROW][C]50[/C][C]-0.149294[/C][C]-2.184[/C][C]0.015025[/C][/ROW]
[ROW][C]51[/C][C]-0.242446[/C][C]-3.5467[/C][C]0.00024[/C][/ROW]
[ROW][C]52[/C][C]-0.278615[/C][C]-4.0758[/C][C]3.2e-05[/C][/ROW]
[ROW][C]53[/C][C]-0.272444[/C][C]-3.9855[/C][C]4.6e-05[/C][/ROW]
[ROW][C]54[/C][C]-0.259274[/C][C]-3.7928[/C][C]9.7e-05[/C][/ROW]
[ROW][C]55[/C][C]-0.248943[/C][C]-3.6417[/C][C]0.00017[/C][/ROW]
[ROW][C]56[/C][C]-0.227532[/C][C]-3.3285[/C][C]0.000514[/C][/ROW]
[ROW][C]57[/C][C]-0.171823[/C][C]-2.5135[/C][C]0.006344[/C][/ROW]
[ROW][C]58[/C][C]-0.082203[/C][C]-1.2025[/C][C]0.115244[/C][/ROW]
[ROW][C]59[/C][C]0.01234[/C][C]0.1805[/C][C]0.428457[/C][/ROW]
[ROW][C]60[/C][C]0.035255[/C][C]0.5157[/C][C]0.303288[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=71393&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=71393&T=1

As an alternative you can also use a QR Code:  
QR Code


The GUIDs for individual cells are displayed in the table below:

Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.88201912.90280
20.6632569.70260
30.4696486.87040
40.3536225.1730
50.3109284.54855e-06
60.2867934.19542e-05
70.2542543.71940.000128
80.2288363.34760.000481
90.2498633.65520.000162
100.3284464.80481e-06
110.4408686.44930
120.492027.19760
130.385465.63880
140.2203453.22340.000732
150.0784161.14710.126304
16-0.012922-0.1890.425122
17-0.054968-0.80410.211112
18-0.079796-1.16730.122192
19-0.09277-1.35710.088089
20-0.083079-1.21530.112787
21-0.031536-0.46130.322513
220.0578910.84690.199004
230.1576392.30610.011032
240.1863752.72640.003467
250.0740021.08260.140111
26-0.077471-1.13330.129178
27-0.193818-2.83530.002509
28-0.25132-3.67650.00015
29-0.258918-3.78779.9e-05
30-0.251123-3.67360.000151
31-0.236307-3.45690.00033
32-0.207768-3.03940.001333
33-0.147202-2.15340.016203
34-0.056242-0.82270.205785
350.0392120.57360.283413
360.064560.94440.173009
37-0.038088-0.55720.288995
38-0.173996-2.54530.005811
39-0.275124-4.02474e-05
40-0.321746-4.70672e-06
41-0.32682-4.7812e-06
42-0.32225-4.71412e-06
43-0.311629-4.55874e-06
44-0.281061-4.11162.8e-05
45-0.207643-3.03760.001341
46-0.094523-1.38270.084092
470.0246920.36120.359148
480.066760.97660.164932
49-0.022574-0.33020.370773
50-0.149294-2.1840.015025
51-0.242446-3.54670.00024
52-0.278615-4.07583.2e-05
53-0.272444-3.98554.6e-05
54-0.259274-3.79289.7e-05
55-0.248943-3.64170.00017
56-0.227532-3.32850.000514
57-0.171823-2.51350.006344
58-0.082203-1.20250.115244
590.012340.18050.428457
600.0352550.51570.303288






Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.88201912.90280
2-0.51657-7.55680
30.2338713.42120.000373
40.0811751.18750.118175
50.0759891.11160.133774
6-0.105367-1.54140.062349
70.0498220.72880.23345
80.1057021.54630.061756
90.218143.19110.000815
100.1479522.16440.015772
110.1722782.52020.006229
12-0.266033-3.89176.6e-05
13-0.489957-7.16740
140.3990775.8380
15-0.208158-3.04510.001309
16-0.200869-2.93850.00183
170.0234850.34360.36576
180.1184631.7330.042271
190.0556390.81390.208294
20-0.017187-0.25140.400864
210.1050181.53630.062973
22-0.004815-0.07040.471956
23-0.119087-1.74210.041465
24-0.107488-1.57240.058665
25-0.169208-2.47530.007044
260.1090471.59520.056069
27-0.045724-0.66890.252147
280.0285470.41760.338327
290.0064920.0950.462215
300.0546150.79890.212604
31-0.022728-0.33250.369925
32-0.002436-0.03560.485802
330.0460730.6740.250522
34-0.043556-0.63720.26235
35-0.08849-1.29450.098443
36-0.031244-0.45710.324045
37-0.06119-0.89510.185862
380.0084580.12370.45082
39-0.005776-0.08450.466373
40-0.03791-0.55460.289884
41-0.07732-1.13110.129641
42-0.030409-0.44480.328442
43-0.018297-0.26770.394608
440.0676660.98990.161678
450.0792091.15870.123931
460.0541770.79250.214463
470.0088030.12880.448829
48-0.072509-1.06070.145008
49-0.058828-0.86060.195216
50-0.005518-0.08070.46787
51-0.040314-0.58970.277991
52-0.052425-0.76690.221988
53-0.031074-0.45460.324941
54-0.007645-0.11180.455531
55-0.04683-0.68510.247021
560.0324290.47440.317853
57-0.013619-0.19920.421134
58-0.046423-0.67910.248902
59-0.049143-0.71890.236495
60-0.043864-0.64170.260885

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.882019 & 12.9028 & 0 \tabularnewline
2 & -0.51657 & -7.5568 & 0 \tabularnewline
3 & 0.233871 & 3.4212 & 0.000373 \tabularnewline
4 & 0.081175 & 1.1875 & 0.118175 \tabularnewline
5 & 0.075989 & 1.1116 & 0.133774 \tabularnewline
6 & -0.105367 & -1.5414 & 0.062349 \tabularnewline
7 & 0.049822 & 0.7288 & 0.23345 \tabularnewline
8 & 0.105702 & 1.5463 & 0.061756 \tabularnewline
9 & 0.21814 & 3.1911 & 0.000815 \tabularnewline
10 & 0.147952 & 2.1644 & 0.015772 \tabularnewline
11 & 0.172278 & 2.5202 & 0.006229 \tabularnewline
12 & -0.266033 & -3.8917 & 6.6e-05 \tabularnewline
13 & -0.489957 & -7.1674 & 0 \tabularnewline
14 & 0.399077 & 5.838 & 0 \tabularnewline
15 & -0.208158 & -3.0451 & 0.001309 \tabularnewline
16 & -0.200869 & -2.9385 & 0.00183 \tabularnewline
17 & 0.023485 & 0.3436 & 0.36576 \tabularnewline
18 & 0.118463 & 1.733 & 0.042271 \tabularnewline
19 & 0.055639 & 0.8139 & 0.208294 \tabularnewline
20 & -0.017187 & -0.2514 & 0.400864 \tabularnewline
21 & 0.105018 & 1.5363 & 0.062973 \tabularnewline
22 & -0.004815 & -0.0704 & 0.471956 \tabularnewline
23 & -0.119087 & -1.7421 & 0.041465 \tabularnewline
24 & -0.107488 & -1.5724 & 0.058665 \tabularnewline
25 & -0.169208 & -2.4753 & 0.007044 \tabularnewline
26 & 0.109047 & 1.5952 & 0.056069 \tabularnewline
27 & -0.045724 & -0.6689 & 0.252147 \tabularnewline
28 & 0.028547 & 0.4176 & 0.338327 \tabularnewline
29 & 0.006492 & 0.095 & 0.462215 \tabularnewline
30 & 0.054615 & 0.7989 & 0.212604 \tabularnewline
31 & -0.022728 & -0.3325 & 0.369925 \tabularnewline
32 & -0.002436 & -0.0356 & 0.485802 \tabularnewline
33 & 0.046073 & 0.674 & 0.250522 \tabularnewline
34 & -0.043556 & -0.6372 & 0.26235 \tabularnewline
35 & -0.08849 & -1.2945 & 0.098443 \tabularnewline
36 & -0.031244 & -0.4571 & 0.324045 \tabularnewline
37 & -0.06119 & -0.8951 & 0.185862 \tabularnewline
38 & 0.008458 & 0.1237 & 0.45082 \tabularnewline
39 & -0.005776 & -0.0845 & 0.466373 \tabularnewline
40 & -0.03791 & -0.5546 & 0.289884 \tabularnewline
41 & -0.07732 & -1.1311 & 0.129641 \tabularnewline
42 & -0.030409 & -0.4448 & 0.328442 \tabularnewline
43 & -0.018297 & -0.2677 & 0.394608 \tabularnewline
44 & 0.067666 & 0.9899 & 0.161678 \tabularnewline
45 & 0.079209 & 1.1587 & 0.123931 \tabularnewline
46 & 0.054177 & 0.7925 & 0.214463 \tabularnewline
47 & 0.008803 & 0.1288 & 0.448829 \tabularnewline
48 & -0.072509 & -1.0607 & 0.145008 \tabularnewline
49 & -0.058828 & -0.8606 & 0.195216 \tabularnewline
50 & -0.005518 & -0.0807 & 0.46787 \tabularnewline
51 & -0.040314 & -0.5897 & 0.277991 \tabularnewline
52 & -0.052425 & -0.7669 & 0.221988 \tabularnewline
53 & -0.031074 & -0.4546 & 0.324941 \tabularnewline
54 & -0.007645 & -0.1118 & 0.455531 \tabularnewline
55 & -0.04683 & -0.6851 & 0.247021 \tabularnewline
56 & 0.032429 & 0.4744 & 0.317853 \tabularnewline
57 & -0.013619 & -0.1992 & 0.421134 \tabularnewline
58 & -0.046423 & -0.6791 & 0.248902 \tabularnewline
59 & -0.049143 & -0.7189 & 0.236495 \tabularnewline
60 & -0.043864 & -0.6417 & 0.260885 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=71393&T=2

[TABLE]
[ROW][C]Partial Autocorrelation Function[/C][/ROW]
[ROW][C]Time lag k[/C][C]PACF(k)[/C][C]T-STAT[/C][C]P-value[/C][/ROW]
[ROW][C]1[/C][C]0.882019[/C][C]12.9028[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.51657[/C][C]-7.5568[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.233871[/C][C]3.4212[/C][C]0.000373[/C][/ROW]
[ROW][C]4[/C][C]0.081175[/C][C]1.1875[/C][C]0.118175[/C][/ROW]
[ROW][C]5[/C][C]0.075989[/C][C]1.1116[/C][C]0.133774[/C][/ROW]
[ROW][C]6[/C][C]-0.105367[/C][C]-1.5414[/C][C]0.062349[/C][/ROW]
[ROW][C]7[/C][C]0.049822[/C][C]0.7288[/C][C]0.23345[/C][/ROW]
[ROW][C]8[/C][C]0.105702[/C][C]1.5463[/C][C]0.061756[/C][/ROW]
[ROW][C]9[/C][C]0.21814[/C][C]3.1911[/C][C]0.000815[/C][/ROW]
[ROW][C]10[/C][C]0.147952[/C][C]2.1644[/C][C]0.015772[/C][/ROW]
[ROW][C]11[/C][C]0.172278[/C][C]2.5202[/C][C]0.006229[/C][/ROW]
[ROW][C]12[/C][C]-0.266033[/C][C]-3.8917[/C][C]6.6e-05[/C][/ROW]
[ROW][C]13[/C][C]-0.489957[/C][C]-7.1674[/C][C]0[/C][/ROW]
[ROW][C]14[/C][C]0.399077[/C][C]5.838[/C][C]0[/C][/ROW]
[ROW][C]15[/C][C]-0.208158[/C][C]-3.0451[/C][C]0.001309[/C][/ROW]
[ROW][C]16[/C][C]-0.200869[/C][C]-2.9385[/C][C]0.00183[/C][/ROW]
[ROW][C]17[/C][C]0.023485[/C][C]0.3436[/C][C]0.36576[/C][/ROW]
[ROW][C]18[/C][C]0.118463[/C][C]1.733[/C][C]0.042271[/C][/ROW]
[ROW][C]19[/C][C]0.055639[/C][C]0.8139[/C][C]0.208294[/C][/ROW]
[ROW][C]20[/C][C]-0.017187[/C][C]-0.2514[/C][C]0.400864[/C][/ROW]
[ROW][C]21[/C][C]0.105018[/C][C]1.5363[/C][C]0.062973[/C][/ROW]
[ROW][C]22[/C][C]-0.004815[/C][C]-0.0704[/C][C]0.471956[/C][/ROW]
[ROW][C]23[/C][C]-0.119087[/C][C]-1.7421[/C][C]0.041465[/C][/ROW]
[ROW][C]24[/C][C]-0.107488[/C][C]-1.5724[/C][C]0.058665[/C][/ROW]
[ROW][C]25[/C][C]-0.169208[/C][C]-2.4753[/C][C]0.007044[/C][/ROW]
[ROW][C]26[/C][C]0.109047[/C][C]1.5952[/C][C]0.056069[/C][/ROW]
[ROW][C]27[/C][C]-0.045724[/C][C]-0.6689[/C][C]0.252147[/C][/ROW]
[ROW][C]28[/C][C]0.028547[/C][C]0.4176[/C][C]0.338327[/C][/ROW]
[ROW][C]29[/C][C]0.006492[/C][C]0.095[/C][C]0.462215[/C][/ROW]
[ROW][C]30[/C][C]0.054615[/C][C]0.7989[/C][C]0.212604[/C][/ROW]
[ROW][C]31[/C][C]-0.022728[/C][C]-0.3325[/C][C]0.369925[/C][/ROW]
[ROW][C]32[/C][C]-0.002436[/C][C]-0.0356[/C][C]0.485802[/C][/ROW]
[ROW][C]33[/C][C]0.046073[/C][C]0.674[/C][C]0.250522[/C][/ROW]
[ROW][C]34[/C][C]-0.043556[/C][C]-0.6372[/C][C]0.26235[/C][/ROW]
[ROW][C]35[/C][C]-0.08849[/C][C]-1.2945[/C][C]0.098443[/C][/ROW]
[ROW][C]36[/C][C]-0.031244[/C][C]-0.4571[/C][C]0.324045[/C][/ROW]
[ROW][C]37[/C][C]-0.06119[/C][C]-0.8951[/C][C]0.185862[/C][/ROW]
[ROW][C]38[/C][C]0.008458[/C][C]0.1237[/C][C]0.45082[/C][/ROW]
[ROW][C]39[/C][C]-0.005776[/C][C]-0.0845[/C][C]0.466373[/C][/ROW]
[ROW][C]40[/C][C]-0.03791[/C][C]-0.5546[/C][C]0.289884[/C][/ROW]
[ROW][C]41[/C][C]-0.07732[/C][C]-1.1311[/C][C]0.129641[/C][/ROW]
[ROW][C]42[/C][C]-0.030409[/C][C]-0.4448[/C][C]0.328442[/C][/ROW]
[ROW][C]43[/C][C]-0.018297[/C][C]-0.2677[/C][C]0.394608[/C][/ROW]
[ROW][C]44[/C][C]0.067666[/C][C]0.9899[/C][C]0.161678[/C][/ROW]
[ROW][C]45[/C][C]0.079209[/C][C]1.1587[/C][C]0.123931[/C][/ROW]
[ROW][C]46[/C][C]0.054177[/C][C]0.7925[/C][C]0.214463[/C][/ROW]
[ROW][C]47[/C][C]0.008803[/C][C]0.1288[/C][C]0.448829[/C][/ROW]
[ROW][C]48[/C][C]-0.072509[/C][C]-1.0607[/C][C]0.145008[/C][/ROW]
[ROW][C]49[/C][C]-0.058828[/C][C]-0.8606[/C][C]0.195216[/C][/ROW]
[ROW][C]50[/C][C]-0.005518[/C][C]-0.0807[/C][C]0.46787[/C][/ROW]
[ROW][C]51[/C][C]-0.040314[/C][C]-0.5897[/C][C]0.277991[/C][/ROW]
[ROW][C]52[/C][C]-0.052425[/C][C]-0.7669[/C][C]0.221988[/C][/ROW]
[ROW][C]53[/C][C]-0.031074[/C][C]-0.4546[/C][C]0.324941[/C][/ROW]
[ROW][C]54[/C][C]-0.007645[/C][C]-0.1118[/C][C]0.455531[/C][/ROW]
[ROW][C]55[/C][C]-0.04683[/C][C]-0.6851[/C][C]0.247021[/C][/ROW]
[ROW][C]56[/C][C]0.032429[/C][C]0.4744[/C][C]0.317853[/C][/ROW]
[ROW][C]57[/C][C]-0.013619[/C][C]-0.1992[/C][C]0.421134[/C][/ROW]
[ROW][C]58[/C][C]-0.046423[/C][C]-0.6791[/C][C]0.248902[/C][/ROW]
[ROW][C]59[/C][C]-0.049143[/C][C]-0.7189[/C][C]0.236495[/C][/ROW]
[ROW][C]60[/C][C]-0.043864[/C][C]-0.6417[/C][C]0.260885[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=71393&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=71393&T=2

As an alternative you can also use a QR Code:  
QR Code


The GUIDs for individual cells are displayed in the table below:

Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.88201912.90280
2-0.51657-7.55680
30.2338713.42120.000373
40.0811751.18750.118175
50.0759891.11160.133774
6-0.105367-1.54140.062349
70.0498220.72880.23345
80.1057021.54630.061756
90.218143.19110.000815
100.1479522.16440.015772
110.1722782.52020.006229
12-0.266033-3.89176.6e-05
13-0.489957-7.16740
140.3990775.8380
15-0.208158-3.04510.001309
16-0.200869-2.93850.00183
170.0234850.34360.36576
180.1184631.7330.042271
190.0556390.81390.208294
20-0.017187-0.25140.400864
210.1050181.53630.062973
22-0.004815-0.07040.471956
23-0.119087-1.74210.041465
24-0.107488-1.57240.058665
25-0.169208-2.47530.007044
260.1090471.59520.056069
27-0.045724-0.66890.252147
280.0285470.41760.338327
290.0064920.0950.462215
300.0546150.79890.212604
31-0.022728-0.33250.369925
32-0.002436-0.03560.485802
330.0460730.6740.250522
34-0.043556-0.63720.26235
35-0.08849-1.29450.098443
36-0.031244-0.45710.324045
37-0.06119-0.89510.185862
380.0084580.12370.45082
39-0.005776-0.08450.466373
40-0.03791-0.55460.289884
41-0.07732-1.13110.129641
42-0.030409-0.44480.328442
43-0.018297-0.26770.394608
440.0676660.98990.161678
450.0792091.15870.123931
460.0541770.79250.214463
470.0088030.12880.448829
48-0.072509-1.06070.145008
49-0.058828-0.86060.195216
50-0.005518-0.08070.46787
51-0.040314-0.58970.277991
52-0.052425-0.76690.221988
53-0.031074-0.45460.324941
54-0.007645-0.11180.455531
55-0.04683-0.68510.247021
560.0324290.47440.317853
57-0.013619-0.19920.421134
58-0.046423-0.67910.248902
59-0.049143-0.71890.236495
60-0.043864-0.64170.260885


Figures (Output of Computation)

Input Parameters & R Code

Parameters (Session):
par1 = 60 ; par2 = 1 ; par3 = 0 ; par4 = 0 ; par5 = 12 ; par6 = MA ; par7 = 0.95 ;
Parameters (R input):
par1 = 60 ; par2 = 1 ; par3 = 0 ; par4 = 0 ; par5 = 12 ; par6 = MA ; par7 = 0.95 ;
R code (references can be found in the software module):
if (par1 == 'Default') {
par1 = 10*log10(length(x))
} else {
par1 <- as.numeric(par1)
}
par2 <- as.numeric(par2)
par3 <- as.numeric(par3)
par4 <- as.numeric(par4)
par5 <- as.numeric(par5)
if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma'
par7 <- as.numeric(par7)
if (par2 == 0) {
x <- log(x)
} else {
x <- (x ^ par2 - 1) / par2
}
if (par3 > 0) x <- diff(x,lag=1,difference=par3)
if (par4 > 0) x <- diff(x,lag=par5,difference=par4)
bitmap(file='pic1.png')
racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep=''))
dev.off()
bitmap(file='pic2.png')
rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF')
dev.off()
(myacf <- c(racf$acf))
(mypacf <- c(rpacf$acf))
lengthx <- length(x)
sqrtn <- sqrt(lengthx)
load(file='createtable')
a<-table.start()
a<-table.row.start(a)
a<-table.element(a,'Autocorrelation Function',4,TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'Time lag k',header=TRUE)
a<-table.element(a,hyperlink('basics.htm','ACF(k)','click here for more information about the Autocorrelation Function'),header=TRUE)
a<-table.element(a,'T-STAT',header=TRUE)
a<-table.element(a,'P-value',header=TRUE)
a<-table.row.end(a)
for (i in 2:(par1+1)) {
a<-table.row.start(a)
a<-table.element(a,i-1,header=TRUE)
a<-table.element(a,round(myacf[i],6))
mytstat <- myacf[i]*sqrtn
a<-table.element(a,round(mytstat,4))
a<-table.element(a,round(1-pt(abs(mytstat),lengthx),6))
a<-table.row.end(a)
}
a<-table.end(a)
table.save(a,file='mytable.tab')
a<-table.start()
a<-table.row.start(a)
a<-table.element(a,'Partial Autocorrelation Function',4,TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'Time lag k',header=TRUE)
a<-table.element(a,hyperlink('basics.htm','PACF(k)','click here for more information about the Partial Autocorrelation Function'),header=TRUE)
a<-table.element(a,'T-STAT',header=TRUE)
a<-table.element(a,'P-value',header=TRUE)
a<-table.row.end(a)
for (i in 1:par1) {
a<-table.row.start(a)
a<-table.element(a,i,header=TRUE)
a<-table.element(a,round(mypacf[i],6))
mytstat <- mypacf[i]*sqrtn
a<-table.element(a,round(mytstat,4))
a<-table.element(a,round(1-pt(abs(mytstat),lengthx),6))
a<-table.row.end(a)
}
a<-table.end(a)
table.save(a,file='mytable1.tab')